+84.6%
FCX vs HALO
+177.6%
-93.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -1.9% | -3.4% | +1.5% | -1.3% |
| 30D | +3.4% | +4.3% | -0.9% | +2.7% |
| 3M | +15.0% | +51.8% | -36.8% | +7.0% |
| 6M | +14.6% | +57.8% | -43.1% | +5.9% |
| YTD | +41.2% | +59.0% | -17.8% | +30.1% |
| 1Y | +60.4% | +41.2% | +19.2% | +50.2% |
| All | +84.6% | +177.6% | -93.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling